#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
namespace Cephei.QL.Models.Marketmodels
{
    /// <summary> 
	/// 
	/// </summary>
    [Guid ("A396B33F-75E1-42c0-810A-2591352349F4"),ComVisible(true)]
	public interface ISwapForwardMappings 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double Annuity(Cephei.QL.Models.Marketmodels.ICurveState cs, UInt64 startIndex, UInt64 endIndex, UInt64 numeraireIndex);
        /// <summary> 
		/// compute derivative of swap-rate to underlying forward rate
		/// </summary>
		 Double SwapDerivative(Cephei.QL.Models.Marketmodels.ICurveState cs, UInt64 startIndex, UInt64 endIndex, UInt64 forwardIndex);
        /// <summary> 
		/// 
		/// </summary>
		 Double SwaptionImpliedVolatility(Cephei.QL.Models.Marketmodels.IMarketModel volStructure, UInt64 startIndex, UInt64 endIndex);
    }   

    /// <summary> 
	///  Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ISwapForwardMappings_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

